C06PSF (PDF version)
C06 Chapter Contents
C06 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

C06PSF computes the discrete Fourier transforms of m sequences, stored as columns of an array, each containing n complex data values.

2  Specification

COMPLEX (KIND=nag_wp)  X(N*M), WORK(*)

3  Description

Given m sequences of n complex data values zjp , for j=0,1,,n-1 and p=1,2,,m, C06PSF simultaneously calculates the (forward or backward) discrete Fourier transforms of all the sequences defined by
z^kp=1n j=0 n-1zjp×exp±i2πjkn ,  k=0,1,,n-1​ and ​p=1,2,,m.
(Note the scale factor 1n  in this definition.) The minus sign is taken in the argument of the exponential within the summation when the forward transform is required, and the plus sign is taken when the backward transform is required.
A call of C06PSF with DIRECT='F' followed by a call with DIRECT='B' will restore the original data.
The routine uses a variant of the fast Fourier transform (FFT) algorithm (see Brigham (1974)) known as the Stockham self-sorting algorithm, which is described in Temperton (1983). Special code is provided for the factors 2, 3, 4 and 5.

4  References

Brigham E O (1974) The Fast Fourier Transform Prentice–Hall
Temperton C (1983) Self-sorting mixed-radix fast Fourier transforms J. Comput. Phys. 52 1–23

5  Parameters

1:     DIRECT – CHARACTER(1)Input
On entry: if the forward transform as defined in Section 3 is to be computed, then DIRECT must be set equal to 'F'.
If the backward transform is to be computed then DIRECT must be set equal to 'B'.
Constraint: DIRECT='F' or 'B'.
2:     N – INTEGERInput
On entry: n, the number of complex values in each sequence.
Constraint: N1.
3:     M – INTEGERInput
On entry: m, the number of sequences to be transformed.
Constraint: M1.
4:     X( N×M ) – COMPLEX (KIND=nag_wp) arrayInput/Output
On entry: the complex data values zjp stored in Xp-1×N+j+1, for j=1,2,,N-1 and p=1,2,,M.
On exit: is overwritten by the complex transforms.
5:     WORK(*) – COMPLEX (KIND=nag_wp) arrayWorkspace
Note: the dimension of the array WORK must be at least N×M + N + 15.
The workspace requirements as documented for C06PSF may be an overestimate in some implementations.
On exit: the real part of WORK1 contains the minimum workspace required for the current values of M and N with this implementation.
6:     IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is 0. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.
On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6  Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
On entry,M<1.
On entry,N<1.
On entry,DIRECT'F' or 'B'.
On entry,N has more than 30 prime factors.
An unexpected error has occurred in an internal call. Check all subroutine calls and array dimensions. Seek expert help.

7  Accuracy

Some indication of accuracy can be obtained by performing a subsequent inverse transform and comparing the results with the original sequence (in exact arithmetic they would be identical).

8  Further Comments

The time taken by C06PSF is approximately proportional to nm logn, but also depends on the factors of n. C06PSF is fastest if the only prime factors of n are 2, 3 and 5, and is particularly slow if n is a large prime, or has large prime factors.

9  Example

This example reads in sequences of complex data values and prints their discrete Fourier transforms (as computed by C06PSF with DIRECT='F'). Inverse transforms are then calculated using C06PSF with DIRECT='B' and printed out, showing that the original sequences are restored.

9.1  Program Text

Program Text (c06psfe.f90)

9.2  Program Data

Program Data (c06psfe.d)

9.3  Program Results

Program Results (c06psfe.r)

C06PSF (PDF version)
C06 Chapter Contents
C06 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012